tickserver/api/fix/app.go

package fix

import "fmt"
import "time"
import "log"

type MarketInfoApp struct {
	AppBase
	ch chan *TickFull
}

func NewMarketInfoApp(ch chan *TickFull) *MarketInfoApp {
	app := &MarketInfoApp{}
	app.ch = ch
	return app
}

var stocks map[string]*StockInfo

func (app *MarketInfoApp) onLogon(tc *AppTradeClient, sid *SessionID) {
	tc.MarketData("AUD/CAD", '1')
	tc.MarketData("AUD/CHF", '1')
	tc.MarketData("AUD/JPY", '1')
	tc.MarketData("AUD/NZD", '1')
	tc.MarketData("AUD/USD", '1')
	tc.MarketData("CAD/JPY", '1')
	tc.MarketData("CHF/JPY", '1')
	tc.MarketData("EUR/AUD", '1')
	tc.MarketData("EUR/CAD", '1')
	tc.MarketData("EUR/CHF", '1')
	tc.MarketData("EUR/GBP", '1')
	tc.MarketData("EUR/JPY", '1')
	tc.MarketData("EUR/NZD", '1')
	tc.MarketData("EUR/USD", '1')
	tc.MarketData("GBP/AUD", '1')
	tc.MarketData("GBP/CAD", '1')
	tc.MarketData("GBP/CHF", '1')
	tc.MarketData("GBP/JPY", '1')
	tc.MarketData("GBP/USD", '1')
	tc.MarketData("NZD/JPY", '1')
	tc.MarketData("NZD/USD", '1')
	tc.MarketData("OIL/USD", '1')
	tc.MarketData("SGD/JPY", '1')
	tc.MarketData("USD/CAD", '1')
	tc.MarketData("USD/CHF", '1')
	tc.MarketData("USD/JPY", '1')
	tc.MarketData("USD/PLN", '1')
	tc.MarketData("XAG/USD", '1')
	tc.MarketData("XAG/EUR", '1')
	tc.MarketData("XAU/USD", '1')
	tc.MarketData("XAU/EUR", '1')
	tc.MarketData("ZAR/JPY", '1')

	/*for i := 1; i <= 17; i++ {
		tc.MarketData(fmt.Sprintf("%d", 4000+i), "1")
	}
	for i := 1; i <= 7; i += 2 {
		tc.MarketData(fmt.Sprintf("%d", 100088+i), "1")
	}
	for i := 1; i <= 57; i += 2 {
		tc.MarketData(fmt.Sprintf("%d", 100478+i), "1")
	}
	*/
	fmt.Println("onLogon -------------------")
	/*
	   stocks = make(map[string]*StockInfo)

	   posReqID := tc.ClOrdID()
	   fmt.Println("test:" , posReqID);
	   posReqType := 0
	   account := "20410767"
	   accountType := 300

	   tc.RequestForPositions(posReqID ,posReqType ,account ,accountType )
	*/
}

func (app *MarketInfoApp) fromApp(tc *AppTradeClient, msg *Message, sid *SessionID) {
	typevalue, ok := GetMsgType(msg)
	if (typevalue == "UAP") && (ok == true) {
		/*		stockinfo, nLastRptRequested, ok := GetAccountStockInfo(msg)
				fmt.Println(stockinfo, nLastRptRequested)
				if ok {
					stocks[cstring(stockinfo.Symbol[:])] = stockinfo
					if nLastRptRequested == 1 {

						tc.MarketData(cstring(stockinfo.Symbol[:]), cstring(stockinfo.SecurityExchange[:]))
					}
				}
		*/
	} else if (typevalue == "UAN") && (ok == true) {
		//get value
	} else if (typevalue == "W") && (ok == true) {
		tick, ok := GetMarketData(msg)
		if ok {
			//非阻塞模式
			select {
			case app.ch <- tick:
			default:
			}
		}
	}

}

const (
	INIT = iota
	CREATE
	READY
	CLOSE
)

//请求的结构体
type OrderRequest struct {
	BookID           string
	ClOrdID          string
	HandInst         byte
	Side             byte
	OrderType        byte
	Qty              float64
	Price            float64
	Account          string
	SecurityType     string
	SecurityExchange string
	Currency         string
}

type OrderStatus struct {
	OrderID          string
	SecondaryExecID  string
	ClOrdID          string
	OrigClOrdID      string
	OrdStatusReqID   string
	ExecID           string
	ExecType         byte
	OrdStatus        byte
	OrdRejReason     int
	Account          string
	SecurityID       string
	SecurityIDSource string
	Side             byte
	OrdType          byte
	Price            float64
	TimeInForce      byte
	LastQty          float64
	LastPx           float64
	LeavesQty        float64
	CumQty           float64
	AvgPx            float64
	Text             string
}

type OrderInfo struct {
	req      *OrderRequest
	status   *OrderStatus
	callback func(status interface{})
}

type OrderApp struct {
	AppBase
	state  int
	tc     *AppTradeClient
	orders map[string]*OrderInfo
}

//订单相关的操作：先完成市价单的处理，然后完成limit单的处理。
//不管市价的单 和 limit单，都是采用异步通知的模式

func NewOrderApp() *OrderApp {
	app := &OrderApp{}
	app.state = INIT
	app.orders = make(map[string]*OrderInfo)
	return app
}

func (app *OrderApp) onCreate(tc *AppTradeClient, sid *SessionID) {
	fmt.Println("onCreate")
	app.state = CREATE
}

func (app *OrderApp) onLogon(tc *AppTradeClient, sid *SessionID) {
	fmt.Println("onLogon")
	app.tc = tc
	app.state = READY
}

func (app *OrderApp) onLogout(tc *AppTradeClient, sid *SessionID) {
	fmt.Println("onLogout")
	app.state = CLOSE
}

func (app *OrderApp) GetTC() *AppTradeClient {
	return app.tc
}

func (app *OrderApp) SendOrder(req *OrderRequest, cb func(interface{})) bool {
	//真正发送到服务器的操作
	if app.tc == nil || app.state != READY {
		return false
	}
	info := &OrderInfo{}
	ret := app.tc.SendOrder(req.BookID, req.ClOrdID, req.HandInst, req.Side, req.OrderType, req.Qty, req.Price, req.Account, req.SecurityType, req.SecurityExchange, req.Currency)

	if ret {
		info.req = req
		info.callback = cb
		app.orders[req.ClOrdID] = info
	}
	return ret
}

func (app *OrderApp) TradeCaptureReportRequest(reqId string, reqType int, subType byte, cb func(interface{})) bool {
	//真正发送到服务器的操作
	if app.tc == nil || app.state != READY {
		return false
	}
	info := &OrderInfo{}
	ret := app.tc.TradeCaptureReportRequest(reqId, reqType, subType)
	if ret {
		info.req = nil
		info.callback = cb
		app.orders[reqId] = info
	}
	return ret
}

func (app *OrderApp) CancleOrder(clordId string, qty float64, cb func(interface{})) bool {
	if info, ok := app.orders[clordId]; ok {
		id := app.tc.ClOrdID()
		ret := app.tc.CancleOrder(info.req.BookID, info.req.ClOrdID, id, info.req.Side, qty, info.req.Account, info.req.SecurityType, clordId)
		if ret {
			req := *info.req
			req.ClOrdID = id
			info2 := &OrderInfo{}
			info2.req = &req
			info2.callback = cb
			app.orders[req.ClOrdID] = info2
		}
		return ret
	}
	return false
}

func (app *OrderApp) StatusOrder(clordId string, cb func(interface{})) bool {
	return true
}

func (app *OrderApp) fromApp(tc *AppTradeClient, msg *Message, sid *SessionID) {
	log.Println("fromApp go", msg.ToStr())
	status, ok := GetOrderStatus(msg)

	if ok {
		if info, ok := app.orders[status.ClOrdID]; ok {
			info.status = status
			info.callback(status)
		} else {
			fmt.Println("error clordid", status.ClOrdID, status)
		}
	}
}

func (app *OrderApp) WaitReady() {
	for {
		if app.state == READY {
			break
		}
		time.Sleep(time.Millisecond)
	}
}